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Mathematics · 术语表

什么是 product σ-algebra?

Definition 11.1 University Mathematics — Year 3 · 第 11 章 — Product Measures, Fubini, Change of Variables

For measurable spaces (X,A)(X, \mathcal A), (Y,B)(Y, \mathcal B), the product σ\sigma-algebra A⊗B\mathcal A \otimes \mathcal B on X×YX \times Y is generated by the rectangles A×BA \times B (A∈AA \in \mathcal A, B∈BB \in \mathcal B) — a π\pi-system. For E⊆X×YE \subseteq X\times Y and x∈Xx \in X, the section is Ex={y:(x,y)∈E}E_x = \{y : (x,y) \in E\}; for a function ff on the product, fx=f(x,⋅)f_x = f(x, \cdot).

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